Important update on the dividend policy for this fund: The Trustees of the Putnam Funds have approved an amendment to the dividend policy for the Putnam closed-end funds to establish targeted distribution rates for common shares. Read more here.

Premier Income Trust (Class A)  (NYSE: PPT)

A closed-end fund seeking high current income by investing in a wide variety of fixed-income securities globally.

Highlights

Objective

The fund seeks to provide high current income. The fund pursues its goal through asset allocation across three different fixed-income sectors: U.S. high-grade, high-yield, and international securities.

Daily pricing as of 12/14/18

Ticker NYSE: PPT
Net asset value $5.33
Net asset value change -0.01
Market price $4.87
Market price change 0.02
Discount/Premium -8.63%
Dividend rate at net asset value 5.85%
Dividend rate at market price 6.41%

Fund facts as of 11/30/18

Inception date
02/29/88
Total net assets
$563.21M
Dividend frequency
Monthly
Number of holdings
1706
Product status
Trades on secondary market
Common share CUSIP
746853100
Ticker
NYSE: PPT
Fiscal year-end
July
Category
Closed End
Turnover (fiscal year end)
785%
Number of common share accounts
4632
Outstanding common shares
-
AMT
N/A

Management team

Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income


Manager commentary | Q3 2018

How interest-rate risk dominates indexes

D. William Kohli discusses income investing beyond indexes.


Literature

Fund documents

Fact Sheet (PDF)
Annual Report (PDF)
Semiannual Report (PDF)
Analyst Report (PDF)

How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Performance as of 09/30/18

  • Annual performance as of 09/30/18

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 1.02% 0.15% 3.15% 4.79% 5.94% 4.20% 6.83%
Market price 0.87% 2.06% 3.12% 4.84% 8.88% 6.15% 7.73%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.15%0.49%1.29%1.54%0.82%0.52%0.40%

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Performance snapshot

  Net asset value Market price
1 mt. -0.81% 1.56%
as of 11/30/18
YTD 0.56% -
as of 12/14/18

Lipper rankings as of 10/31/18

Time period Rank/Funds in category Percentile ranking
1 yr. 19/38 49%
3 yrs. 25/33 74%
5 yrs. 23/28 80%
10 yrs. 15/18 79%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
11/23/18 $00.026
10/24/18 $00.026
09/24/18 $00.026
08/24/18 $00.026
07/24/18 $00.026
06/22/18 $00.026
05/24/18 $00.026
04/24/18 $00.026
03/23/18 $00.026
02/23/18 $00.026
01/24/18 $00.026
12/22/17 $00.026

Distributions are sourced entirely from net investment income, unless noted otherwise. Distribution rates represent the latest declared regular distribution, annualized, relative to the most recent market price and NAV. Special distributions, including special capital gains distributions, are not included in the calculation.

Risk characteristics 

Average effective maturity 6.91
Average stated maturity N/A
Average effective duration
without leverage
-0.07
Average effective duration
with leverage
-0.07
Average yield to maturity 7.49
Average price 82.21
Average coupon 5.93

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 10/31/18

Fnma Fn30 Tba 03.5000 11/01/2048 6.43%
Fnma Fn30 Tba 03.5000 12/01/2048 5.07%
Fnma Fn30 Tba 04.0000 11/01/2048 4.00%
Gnma Gii30 Tba 04.5000 12/01/2048 3.03%
Gnma Gii30 Tba 04.0000 11/01/2048 1.57%
Fnma Fn30 Tba 05.5000 11/01/2048 0.92%
Petrobras Global Finance Usd 07.3750 01/17/2027 0.87%
Provincia De Cordoba Regs 07.4500 09/01/2024 0.87%
United Mexican States Usd 05.5500 01/21/2045 0.87%
Cas 2016-C03 2m2 08.1814 10/25/2028 0.86%
Top 10 holdings, percent of portfolio 24.49%

Full portfolio holdings as of 09/30/18

FNMA FN30 TBA 03.5000 10/01/2048 11.71%
FNMA FN30 TBA 04.0000 11/01/2048 3.94%
GNMA GII30 TBA 04.5000 10/01/2048 2.99%
GNMA GII30 TBA 04.0000 10/01/2048 1.56%
FNMA FN30 TBA 05.5000 10/01/2048 0.91%
CAS 2016-C03 2M2 08.1158 10/25/2028 0.84%
CAS 2015-C04 1M2 07.9158 04/25/2028 0.82%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.82%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.80%
CWALT 2006-OA10 4A1 02.4058 08/25/2046 0.79%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.78%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.72%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.72%
CAS 2015-C03 1M2 07.2158 07/25/2025 0.71%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.67%
CAS 2016-C02 1B 14.4658 09/25/2028 0.58%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.58%
GNR 2016-H23 NI IO 02.0032 10/20/2066 0.57%
FNR 2016-78 CS IO 03.8842 05/25/2039 0.54%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.52%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.51%
GNR 2017-H16 JI IO 01.9877 08/20/2067 0.50%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.48%
STACR 2016-DNA1 B 12.2158 07/25/2028 0.46%
STACR 2018-HQA1 M2 04.5158 09/25/2030 0.45%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.43%
CWALT 2005-59 1A1 02.4953 11/20/2035 0.41%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.41%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.41%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.41%
CMLTI 2007-AMC3 A2D 02.5658 03/25/2037 0.40%
MSBAM 2013-C10 E P/P 144A 04.2185 07/15/2046 0.39%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.39%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.38%
OMIR 2018-1A M2 05.0658 07/25/2028 0.38%
CSAIL 2015-C1 D P/P 144A 03.9395 04/15/2050 0.37%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.36%
FHR 4604 QI IO 03.5000 07/15/2046 0.36%
CAS 2017-C03 1B1 07.0658 10/25/2029 0.35%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.35%
STACR 2016-HQA2 M3 07.3658 11/25/2028 0.35%
JPMBB 2014-C18 D P/P 144A 04.9744 02/15/2047 0.34%
JPMBB 2014-C25 D P/P 144A 04.0931 11/15/2047 0.34%
WAMU 2005-AR13 A1C3 02.7058 10/25/2045 0.34%
STACR 2015-DNA3 B 11.5658 04/25/2028 0.33%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.32%
GNR 2017-H16 IG IO 01.4578 07/20/2067 0.32%
CAS 2016-C03 1B 13.9658 10/25/2028 0.31%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.31%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.31%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.31%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.31%
CAS 2016-C01 1B 13.9658 08/25/2028 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.30%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.29%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.28%
GNR 2017-H08 NI IO 02.1385 03/20/2067 0.28%
CAS 2015-C03 2M2 07.2158 07/25/2025 0.27%
FHR 4580 ID IO 03.5000 08/15/2045 0.27%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.27%
PETROLEOS MEXICANOS USD 04.8750 01/24/2022 0.27%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.26%
GNR 2018-H05 BI IO 01.7998 02/20/2068 0.26%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.26%
STACR 2018-DNA2 B1 05.9158 12/25/2030 0.26%
GNR 2018-H03 XI IO 02.0664 02/20/2068 0.25%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.25%
MLCFC 2006-4 C 05.3240 12/12/2049 0.25%
CWALT 2006-OA7 1A1 02.7963 06/25/2046 0.24%
FHR 4813 IO IO 05.5000 08/15/2048 0.24%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.24%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.24%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.24%
GNR 2016-H10 AI IO 01.2851 04/20/2066 0.24%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.24%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.23%
CWALT 2005-38 A3 02.5658 09/25/2035 0.23%
FHR 4452 QI IO 04.0000 11/15/2044 0.23%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.23%
GNR 2017-H06 BI IO 02.3093 02/20/2067 0.23%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.23%
GNR 2017-H16 IH IO 01.4124 07/20/2067 0.23%
GNR 2018-H15 KI IO 01.6958 08/20/2068 0.23%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.23%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
2.55 R ISWP US0003M P 04/26/2019 0.22%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.22%
FHR 4425 IO IO 04.0000 01/15/2045 0.22%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.22%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.22%
STACR 2015-DNA2 B 09.7658 12/25/2027 0.22%
ALTA MESA HLDGS 07.8750 12/15/2024 0.21%
BSCMS 2007-T26 AJ 05.5660 01/12/2045 0.21%
CAS 2017-C02 2B1 07.7158 09/25/2029 0.21%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.21%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.21%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.21%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.21%
GNR 2016-H22 AI IO 01.7177 10/20/2066 0.21%
JPMBB 2013-C14 D P/P 144A 04.7200 08/15/2046 0.21%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.21%
SAMI 2007-AR1 2A1 02.3958 01/25/2037 0.21%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.20%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.20%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.20%
GNR 2017-H12 QI IO 01.9490 05/20/2067 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
FHR 4077 IK IO 05.0000 07/15/2042 0.19%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.19%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.19%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.19%
GNR 2016-H09 BI IO 01.8311 04/20/2066 0.19%
GNR 2017-H11 DI IO 01.8049 05/20/2067 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
SERVICE CORP INTL 05.3750 05/15/2024 0.19%
STACR 2015-HQA2 B 12.7158 05/25/2028 0.19%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.18%
CFCRE 2011-C2 E P/P 144A 05.9474 12/15/2047 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
FHR 4546 TI IO 04.0000 12/15/2045 0.18%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.18%
GNR 2016-H06 DI IO 01.9010 07/20/2065 0.18%
JPMCC 2011-C3 F P/P 144A 05.8654 02/15/2046 0.18%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.18%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.18%
WAMU 2005-AR10 1A3 04.1236 09/25/2035 0.18%
WBCMT 2004-C15 G P/P 144A 05.3950 10/15/2041 0.18%
AES CORP/THE 05.5000 04/15/2025 0.17%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.17%
CWALT 2006-OA10 3A1 02.4058 08/25/2046 0.17%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.17%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.17%
GNR 2015-H20 CI IO 02.3483 08/20/2065 0.17%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.17%
JPMCC 2012-C6 E P/P 144A 05.3117 05/15/2045 0.17%
MSBAM 2014-C17 D P/P 144A 04.8596 08/15/2047 0.17%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.17%
SAMI 2006-AR7 A1A 02.4258 08/25/2036 0.17%
SPRINT CORP 07.8750 09/15/2023 0.17%
UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.16%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.16%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.16%
FHR 4501 BI IO 03.5000 10/15/2043 0.16%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.16%
FNR 2016-96 ST IO 03.8842 12/25/2046 0.16%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.16%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.16%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.16%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.16%
GNR 2016-H02 HI IO 01.1516 01/20/2066 0.16%
GNR 2016-H18 QI IO 02.3111 06/20/2066 0.16%
GNR 2017-H16 FI IO 02.0750 08/20/2067 0.16%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.16%
JPMBB 2013-C14 E P/P 144A 04.7200 08/15/2046 0.16%
MSBAM 2013-C10 F P/P 144A 04.2185 07/15/2046 0.16%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.16%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.15%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.15%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.15%
CWALT 2006-OA7 1A2 02.7850 06/25/2046 0.15%
CWALT 2007-OH1 A1D 02.4258 04/25/2047 0.15%
FHR 4165 TI IO 03.0000 12/15/2042 0.15%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.15%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.15%
GNR 2016-H03 DI IO 02.0115 12/20/2065 0.15%
GNR 2016-H16 EI IO 02.2059 06/20/2066 0.15%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.15%
GNR 2017-H02 BI IO 02.3837 01/20/2067 0.15%
GSR 2007-OA1 2A3A 02.5258 05/25/2037 0.15%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.15%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.15%
LNSTR 2015-3 C P/P 144A 03.2171 04/20/2048 0.15%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.15%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.15%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.14%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.14%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.14%
FNR 2013-107 SB IO 03.7342 02/25/2043 0.14%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.14%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.14%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.14%
GNR 2015-H23 BI IO 01.7224 09/20/2065 0.14%
GNR 2015-H24 AI IO 02.1662 09/20/2065 0.14%
GNR 2016-H03 AI IO 01.3292 01/20/2066 0.14%
GNR 2016-H06 CI IO 01.1526 02/20/2066 0.14%
MLMT 2008-C1 D P/P 144A 06.7470 02/12/2051 0.14%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.14%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.13%
BSCMS 2007-T28 D P/P 144A 05.7308 09/11/2042 0.13%
CAS 2018 - C01 1B1 05.7658 07/25/2030 0.13%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.13%
FNR 2011-101 SA IO 03.6842 10/25/2041 0.13%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.13%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.13%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.13%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.13%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.13%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.13%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.13%
GNR 2014-H21 BI IO 01.5391 10/20/2064 0.13%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.13%
GNR 2015-H20 AI IO 01.8197 08/20/2065 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.13%
GREAT LAKES D&D 08.0000 05/15/2022 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JPMCC 2007-CB20 E P/P 144A 06.4410 02/12/2051 0.13%
JPMCC 2013-LC11 D 04.3017 04/15/2046 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.13%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.13%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.13%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
T-MOBILE USA INC 06.3750 03/01/2025 0.13%
WAMU 2005-AR19 A1C4 02.6158 12/25/2045 0.13%
BSCMS 2006-PW11 B P/P 144A 05.2830 03/11/2039 0.12%
CAS 2015-C04 2M2 07.7658 04/25/2028 0.12%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.12%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.12%
CWALT 2006-OA10 2A1 02.4058 08/25/2046 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
FHR 4510 HI IO 03.0000 03/15/2040 0.12%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.12%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.12%
GNR 2015-H25 EI IO 01.8404 10/20/2065 0.12%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.12%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.12%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.12%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.12%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.12%
STACR 2016-HQA3 M3 06.0658 03/25/2029 0.12%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.12%
ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 0.11%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.11%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.11%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.11%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.11%
CWCI 2007-C3 AJ 06.0151 05/15/2046 0.11%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.11%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.11%
GNR 2013-H08 CI IO 01.6650 02/20/2063 0.11%
GNR 2014-119 SA IO 03.4348 08/20/2044 0.11%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.11%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.11%
GNR 2017-H19 MI IO 02.0353 04/20/2067 0.11%
HCA INC 06.5000 02/15/2020 0.11%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.11%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.11%
JPMBB 2014-C18 E P/P 144A 04.4744 02/15/2047 0.11%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.11%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.11%
RMIR 2018-1 M2 04.2100 03/25/2028 0.11%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.11%
STACR 2017-DNA1 B1 07.1658 07/25/2029 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.11%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.11%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.11%
AVAYA TLB L+425 06.4084 12/15/2024 0.10%
BALTA 2004-3 B 05.1408 04/25/2034 0.10%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CIT GROUP INC. 05.2500 03/07/2025 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
CWALT 2006-45T1 2A7 02.5558 02/25/2037 0.10%
DBALT 2006-AR4 A2 02.4058 12/25/2036 0.10%
DISH DBS CORP 05.8750 11/15/2024 0.10%
FHR 4122 TI IO 04.5000 10/15/2042 0.10%
FHR 4193 PI IO 04.0000 03/15/2043 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.10%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-H08 CI IO 01.7850 03/20/2065 0.10%
GNR 2015-H10 BI IO 01.8882 04/20/2065 0.10%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.10%
GNR 2016-H14 IO IO 01.6686 06/20/2066 0.10%
GNR 2016-H17 KI IO 02.3240 07/20/2066 0.10%
GNR 2016-H24 CI IO 01.6861 10/20/2066 0.10%
HCA INC 05.5000 06/15/2047 0.10%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.10%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.10%
JPALT 2007-A2 12A1 02.4158 06/25/2037 0.10%
OMIR 2017-1A B1 P/P 144A 07.9658 04/25/2027 0.10%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.10%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.10%
TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 0.10%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.10%
WFRBS 2012-C10 D P/P 144A 04.5903 12/15/2045 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
2.547 R ISWP US0003M P 04/25/2019 0.09%
AMC ENT HOLDIN 06.1250 05/15/2027 0.09%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.09%
CALPINE CORPORATION 05.7500 01/15/2025 0.09%
CAS 2017-C02 2M2 05.8658 09/25/2029 0.09%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.09%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.09%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.09%
CLEAR CHANNEL TLD L+675 08.9922 01/30/2019 0.09%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.09%
COMM 2012-CR3 E P/P 144A 04.9136 10/15/2045 0.09%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.09%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.09%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.09%
FHR 3852 SC IO 04.4916 04/15/2040 0.09%
FHR 4560 PI IO 03.5000 05/15/2045 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.09%
GNR 2015-H15 BI IO 02.2797 06/20/2065 0.09%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
HUSKY TLB L+300 05.2018 03/28/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.09%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.09%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.09%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.09%
SWPTN 1MX10Y P 3.05 USD 10/05/2018 CI 0.09%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.09%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.09%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.09%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
US CONCRETE INC 06.3750 06/01/2024 0.09%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.09%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
2.75 R ISWP FWD US0003M P 06/20/2023 0.08%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.08%
ALTICE US FIN II CRP P/P 144A 07.7500 07/15/2025 0.08%
BRAND ENERGY TL L+425 06.5957 06/21/2024 0.08%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.08%
CCMFC 2006-4A A2 02.3958 11/25/2047 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CMLTI 2007-AR5 1A1A 03.8423 04/25/2037 0.08%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.08%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
CSMC 2007-C4 C P/P 144A 06.1846 09/15/2039 0.08%
CWALT 2006-OA10 1A1 02.8050 08/25/2046 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.08%
FHR 4062 DI IO 04.0000 09/15/2039 0.08%
FHR 4678 MS IO 05.1072 04/15/2047 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.08%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.08%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.08%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
HOUSTON FUEL TLB L+275 05.0000 06/26/2025 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.08%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.08%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.08%
MSC 2008-T29 F P/P 144A 06.3507 01/11/2043 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.08%
SEK/USD 12/19/2018 GSFX 0.08%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.08%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.08%
SPRINT CORP 07.2500 09/15/2021 0.08%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.08%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.08%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.08%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.08%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.08%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
WAMU 2005-AR14 1A2 03.5377 12/25/2035 0.08%
WAMU 2005-AR19 A1B3 02.5658 12/25/2045 0.08%
WBCMT 2006-C26 AJ 06.2812 06/15/2045 0.08%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.08%
3.026 R ISWP US0003M P 09/25/2028 0.07%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.07%
ALCOA NEDERLAND HLDG P/P 144A 06.1250 05/15/2028 0.07%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.07%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
APERGY CORP P/P 144A 06.3750 05/01/2026 0.07%
ARCELORMITTAL USD 07.0000 10/15/2039 0.07%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.07%
BALTA 2005-7 21A1 04.3698 09/25/2035 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.07%
CAS 2015-C01 2M2 06.7658 02/25/2025 0.07%
CAS 2017-C01 1M2 05.7658 07/25/2029 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.07%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.07%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.07%
FHR 4024 PI IO 04.5000 12/15/2041 0.07%
FHR 4183 MI IO 03.0000 02/15/2042 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FNR 2012-36 SN IO 04.2342 04/25/2042 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
GMAC CAPITAL TRUST I PCT 08.0987 0.07%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.07%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.07%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.07%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.07%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.07%
ITRON INC P/P 144A 05.0000 01/15/2026 0.07%
JPMCC 2007-CB20 C P/P 144A 06.4410 02/12/2051 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.07%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.07%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.07%
NABORS IND INC 05.7500 02/01/2025 0.07%
NOK/USD 12/19/2018 GSFX 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PROVINCIA DE BUENOS P/P 144A 46.3929 05/31/2022 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.07%
REVLON CONS TLB L+350 05.8126 09/07/2023 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.07%
SESI LLC 07.7500 09/15/2024 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.07%
SWPTN 6MX2Y P 2.8225 USD 10/03/2018 MS 0.07%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TENET HEALTHCARE 06.0000 10/01/2020 0.07%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WFCM 2013-LC12 D P/P 144A 04.4226 07/15/2046 0.07%
WFMBS 2006-AR2 1A1 04.0186 03/25/2036 0.07%
WFMBS 2006-AR5 1A1 04.1918 04/25/2036 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.06%
AES CORP/THE 05.1250 09/01/2027 0.06%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.06%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.06%
BAUSCH HLTH COS INC P/P 144A 09.2500 04/01/2026 0.06%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CALIFORNIA RESOURC TL L+475 06.9622 11/17/2022 0.06%
CAS 2016-C05 2B 12.9658 01/25/2029 0.06%
CAS 2017-C05 1B1 05.8158 01/25/2030 0.06%
CAS 2017-C06 2M2 05.0158 02/25/2030 0.06%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.06%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.06%
CPTFEMU R 1.4 P 07/15/27 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.06%
FORTERRA TL L+300 05.2422 10/25/2023 0.06%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.06%
GNR 2015-H26 CI IO 00.7699 08/20/2065 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.06%
ISTAR INC 06.0000 04/01/2022 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.06%
KCA DEUTAG US FIN LLC L+675 09.0211 03/21/2023 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.06%
RACKSPACE HOSTING INC L+300 05.3482 11/03/2023 0.06%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.06%
REALPAGE INC CV 01.5000 11/15/2022 0.06%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
STACR 2016-DNA2 M3 06.8658 10/25/2028 0.06%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.06%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.06%
SWPTN 1YX30Y P 3.031 USD 06/14/2019 CI 0.06%
SWPTN 3MX2Y P 3.0325 USD 12/12/2018 GS 0.06%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.06%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.06%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.05%
AMER WOODMARK CORP P/P 144A 04.8750 03/15/2026 0.05%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
AVAYA HOLDINGS CORP 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.05%
BAUSCH HLTH COS INC P/P 144A 08.5000 01/31/2027 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CAS 2015-C02 2M2 06.2158 05/25/2025 0.05%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CIT GROUP INC 05.0000 08/01/2023 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.05%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
EAGLECLAW MID TL L+425 06.4922 06/30/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.05%
FNR 2010-35 SG IO 04.1842 04/25/2040 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.05%
HCA INC 05.2500 06/15/2026 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.05%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.05%
MHL 2005-3 M2 03.0108 08/25/2035 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.05%
NEIMAN MARCUS TL L+325 05.3703 10/25/2020 0.05%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.05%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.05%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.05%
PISCES MIDCO INC P/P 144A 08.0000 04/15/2026 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.05%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.05%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.05%
REYNOLDS GROUP TL L+300 04.9922 02/05/2023 0.05%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
STARWOOD PROP TR 04.7500 03/15/2025 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.05%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.05%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.05%
SWPTN 1MX10Y R 3.087 USD 10/26/2018 CI 0.05%
SWPTN 3MX2Y P 2.925 USD 11/30/2018 JP 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.05%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.05%
TENNANT CO 05.6250 05/01/2025 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
TRONOX INC P/P 144A 06.5000 04/15/2026 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USA COMPRESSION PART P/P 144A 06.8750 04/01/2026 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.05%
WINDSTREAM SRVC / P/P 144A 09.0000 06/30/2025 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.04%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.04%
2.5371 R ISWP US0003M P 05/01/2019 0.04%
3.05 R ISWP FWD US0003M P 12/19/2020 0.04%
3.05 R ISWP FWD US0003M P 12/19/2023 0.04%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.04%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.04%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU R 1.4275 P 08/15/27 0.04%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.04%
DISH NETWORK CV 03.3750 08/15/2026 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
ENSCO PLC USD 07.7500 02/01/2026 0.04%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.04%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 0.04%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.04%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.04%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.04%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.04%
FRAC TECH INTL TLB L+475 07.1719 04/16/2021 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
HUBSPOT INC CV 00.2500 06/01/2022 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
JAGGED PEAK ENERGY P/P 144A 05.8750 05/01/2026 0.04%
KRONOS 2NDL L+825 10.5931 11/01/2024 0.04%
LENNAR CORP 05.8750 11/15/2024 0.04%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEDICINES CO CV 02.5000 01/15/2022 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MICRON TECHNO CV 03.0000 11/15/2043 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.04%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.04%
MURRAY ENERGY TLB2 L+725 09.5853 10/17/2022 0.04%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NOVAFIVES REGS 05.0000 06/15/2025 0.04%
OPTN FN30 3.5 12/06/18 PUT 98.640625 JPMC 0.04%
OPTN FN30 3.5 12/06/18 PUT 98.796875 JPMC 0.04%
ORYX TLB L+325 05.2672 02/28/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.04%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.04%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SERVICENOW IN CV 00.0000 06/01/2022 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.04%
SWPTN 3MX2Y P 3.01 USD 12/12/2018 GS 0.04%
SWPTN 5WX10Y P 3.1 USD 10/12/2018 GS 0.04%
SWPTN 5WX10Y R 3.05 USD 11/02/2018 GS 0.04%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.04%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.04%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.04%
SWPTN LIABILITY 5WX10Y P 3.13 USD 11/02/2018 GS 0.04%
SWPTN LIABILITY 5WX10Y R 3.13 USD 11/02/2018 GS 0.04%
TALBOTS INC 1STL L+450 06.7422 03/19/2020 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.04%
TENNECO INC 05.3750 12/15/2024 0.04%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.04%
THE WILLIAMS COMPANIES INC. 08.7500 03/15/2032 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
USD/CNH CALL 7.00 20190404 GSFX 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
0.4419 R ISWP EUR006M P 01/30/2023 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.03%
1.96625 R ISWP HKL3M P 04/24/2019 0.03%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BSCMS 2006-PW11 C P/P 144A 05.2830 03/11/2039 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.03%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 06.2158 05/25/2025 0.03%
CAS 2016-C04 1M2 06.4658 01/25/2029 0.03%
CAS 2016-C06 1M2 06.4658 04/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CEMEX P/P 144A 05.7000 01/11/2025 0.03%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.03%
CPG INTL TL L+375 05.0828 05/05/2024 0.03%
CPTFEMU R 1.4475 P 09/15/27 0.03%
CPURNSA R 1.89 P 07/05/22 0.03%
CPURNSA R 1.9225 P 07/03/22 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.03%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FHS 304 C37 IO 03.5000 12/15/2027 0.03%
FNR 2005-83 QP 11.6329 11/25/2034 0.03%
FNR 2006-62 PS 26.6051 07/25/2036 0.03%
FNR 2007-53 SP 16.0754 06/25/2037 0.03%
FNR 2013-18 SB IO 03.9342 10/25/2041 0.03%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.03%
GATES GLOBAL TLB L+275 04.9922 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2013-129 SN IO 03.9848 09/20/2043 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
INTEL CORP CV 03.2500 08/01/2039 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JO-ANN STORES TL L+500 07.5094 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2012-C8 E P/P 144A 04.8063 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
MICROCHIP TEC CV 01.6250 02/15/2027 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.03%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.03%
NOK/USD 12/19/2018 BANKAM 0.03%
NOK/USD 12/19/2018 BCAP-FX 0.03%
NOK/USD 12/19/2018 JPMCB 0.03%
NOK/USD 12/19/2018 SSBT 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
OPTN FN30 3.5 12/06/18 CALL 98.015625 JPMC 0.03%
OPTN FN30 3.5 12/06/18 CALL 98.171875 JPMC 0.03%
OPTN FN30 3.5 12/06/18 PUT 98.484375 JPMC 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PRICELINE.COM CV 00.3500 06/15/2020 0.03%
RED HAT INC CV 00.2500 10/01/2019 0.03%
REFINITIV TLB L+375 06.0875 09/18/2025 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.03%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.03%
SWPTN 3MX2Y R 3.0325 USD 12/12/2018 GS 0.03%
SWPTN 5WX10Y P 3.2175 USD 11/02/2018 GS 0.03%
SWPTN 6MX2Y P 2.92875 USD 11/29/2018 MS 0.03%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.03%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.03%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.2583 07/24/2024 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WORKDAY INC CV 00.2500 10/01/2022 0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.02%
0.378 R ISWP EUR006M P 01/24/2023 0.02%
0.65 R ISWP FWD SES3M P 12/19/2023 0.02%
1.3325 R ISWP SES3M P 01/24/2028 0.02%
1.3775 R ISWP SES3M P 01/30/2028 0.02%
1.96 R ISWP HKL3M P 04/27/2019 0.02%
3.15 R ISWP FWD US0003M P 12/19/2028 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
BAUSCH HLTH COS INC P/P 144A 05.6250 12/01/2021 0.02%
BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 0.02%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BOYD GAMING CORP 06.0000 08/15/2026 0.02%
BOYNE USA INC P/P 144A 07.2500 05/01/2025 0.02%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.02%
BWAY CORP TLB L+325 05.5814 04/03/2024 0.02%
CAESARS ENTERTAINMENT CORP 0.02%
CAS 2014-C02 1M2 04.8158 05/25/2024 0.02%
CCC INFO 2NDL L+675 08.9922 03/31/2025 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP P/P 144A 05.3750 06/01/2026 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.02%
COLONY STARWO CV 03.5000 01/15/2022 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPURNSA R 2.05 P 12/06/22 0.02%
CPURNSA R 2.068 P 12/21/22 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.02%
DENBURY RESOURCES P/P 144A 07.5000 02/15/2024 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGIZER GAMM P/P 144A 06.3750 07/15/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EQUINIX INC 05.3750 05/15/2027 0.02%
FHR 3408 EK 17.1078 04/15/2037 0.02%
FNR 2005-75 GS 13.6026 08/25/2035 0.02%
FNR 2008-24 SP 15.1587 02/25/2038 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.02%
HALCON RESOURCES CORP 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
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NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.02%
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NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
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QORVO INC P/P 144A 05.5000 07/15/2026 0.02%
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SERVICE CORP INTL 04.6250 12/15/2027 0.02%
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SM ENERGY CO 05.0000 01/15/2024 0.02%
SM ENERGY CO 06.6250 01/15/2027 0.02%
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STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
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SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.02%
SWPTN 1MX10Y P 3.25325 USD 10/26/2018 CI 0.02%
SWPTN 3MX2Y R 3.01 USD 12/12/2018 GS 0.02%
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SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.02%
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T-MOBILE USA INC 04.5000 02/01/2026 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
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TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
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TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
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TWITTER INC CV 01.0000 09/15/2021 0.02%
VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
VERTIV TLB L+400 06.3126 11/15/2023 0.02%
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WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
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-0.23 R ISWP SES3M P 11/13/2019 0.01%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.01%
0.40 R ISWP FWD EUR006M P 12/19/2023 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.965 R ISWP HKL3M P 04/24/2019 0.01%
2.40 R ISWP FWD NFIX3MID P 12/19/2023 0.01%
2.75 R ISWP FWD CDOR03 P 12/19/2028 0.01%
6.715 R ISWP IN00O/N P 12/22/2022 0.01%
7.92 R ISWP JIBA3M P 01/25/2028 0.01%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.01%
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AIR TRANSPORT CV 01.1250 10/15/2024 0.01%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
BCAP 2012-RR5 4A8 02.2348 06/26/2035 0.01%
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CAD/USD 10/17/2018 RBSF 0.01%
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CALPINE CORP P/P 144A 05.8750 01/15/2024 0.01%
CARBONITE INC CV 02.5000 04/01/2022 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.01%
CHEGG INC P/P 144A CV 00.2500 05/15/2023 0.01%
CHENIERE ENERGY INC CV 04.2500 03/15/2045 0.01%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.01%
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CHF/USD 12/19/2018 CSI-FX 0.01%
CIT GROUP INC. 05.0000 08/15/2022 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLOVIS ONCOLOGY INC CV 01.2500 05/01/2025 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
DYCOM IND INC CV 00.7500 09/15/2021 0.01%
ELDORADO RESORTS INC P/P 144A 06.0000 09/15/2026 0.01%
EUR/USD 12/19/2018 CITI 0.01%
EUR/USD 12/19/2018 CSI-FX 0.01%
EUR/USD 12/19/2018 HSBCB 0.01%
EUR/USD 12/19/2018 SSBT 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
EXACT SCIENCES CORP CV 01.0000 01/15/2025 0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
GBP/USD 12/19/2018 HSBCB 0.01%
GMACC 2004-C3 B 04.9650 12/10/2041 0.01%
GREENBRIER C CV 02.8750 02/01/2024 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERITAGE INS CV 05.8750 08/01/2037 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC CV 00.2500 09/01/2022 0.01%
INPHI CORP CV 00.7500 09/01/2021 0.01%
INSMED INC CV 01.7500 01/15/2025 0.01%
INSULET CORP P/P 144A CV 01.3750 11/15/2024 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
IRONWOOD PHAR CV 02.2500 06/15/2022 0.01%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.01%
JPY/USD 11/19/2018 BANKAM 0.01%
JPY/USD 11/19/2018 BCAP-FX 0.01%
JPY/USD 11/19/2018 CSI-FX 0.01%
JPY/USD 11/19/2018 HSBCB 0.01%
JPY/USD 11/19/2018 JPMCB 0.01%
JPY/USD 11/19/2018 RBSF 0.01%
KAMAN CORP CV 03.2500 05/01/2024 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LIBERTY MEDIA CV 01.0000 01/30/2023 0.01%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
MXN/USD 10/17/2018 HSBCB 0.01%
NABORS INDUSTRIES INC. 05.5000 01/15/2023 0.01%
NATIONSTAR MTG P/P 144A 09.1250 07/15/2026 0.01%
NAVISTAR INTL CORP TLB L+375 06.0619 07/30/2025 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEUROCRINE CV 02.2500 05/15/2024 0.01%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NICE SYS INC CV 01.2500 01/15/2024 0.01%
NINE POINT ENERGY CNV PRF 0.01%
NOK/USD 12/19/2018 CITI 0.01%
NOK/USD 12/19/2018 UBS 0.01%
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NUANCE COMM CV 01.2500 04/01/2025 0.01%
NUTANIX INC P/P 144A CV 00.0000 01/15/2023 0.01%
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NZD/USD 10/17/2018 UBS 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OKTA INC P/P 144A CV 00.2500 02/15/2023 0.01%
ON SEMICONDUC CV 01.0000 12/01/2020 0.01%
ON SEMICONDUC CV 01.6250 10/15/2023 0.01%
OPTN FN30 3.5 10/04/18 PUT 98.3125 JPMC 0.01%
OSI SYS INC CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA CV 02.3750 04/01/2022 0.01%
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RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.01%
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SQUARE INC CV 00.3750 03/01/2022 0.01%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.01%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
SUPERNUS PH P/P 144A CV 00.6250 04/01/2023 0.01%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.01%
SWPTN 6MX10Y P 1.98 GBP 02/11/2019 GS 0.01%
SWPTN 6MX10Y P 2.034 GBP 02/07/2019 GS 0.01%
SWPTN 6MX10Y R 1.234 GBP 02/07/2019 GS 0.01%
TERADYNE INC CV 01.2500 12/15/2023 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
UKRPI R 3.19 P 02/15/23 0.01%
UKRPI R 3.245 P 03/15/23 0.01%
UKRPI R 3.25 P 03/15/23 0.01%
UKRPI R 3.325 P 03/15/23 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.01%
VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
WAYFAIR INC CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WEATHERFORD BERMUDA CV 05.8750 07/01/2021 0.01%
WESTERN DI P/P 144A CV 01.5000 02/01/2024 0.01%
WIX LTD P/P 144A 00.0000 07/01/2023 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WPX ENERGY INC 06.0000 01/15/2022 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.01%
WYNDHAM DESTINATIONS INC 05.7500 04/01/2027 0.01%
-0.046 R ISWP FWD CHL6M P 09/21/2021 0.00%
-0.085 R ISWP SES3M P 01/30/2020 0.00%
-0.0925 R ISWP SES3M P 01/24/2020 0.00%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
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-0.14 R ISWP EUR006M P 01/24/2020 0.00%
0.05 R ISWP FWD CHL6M P 12/19/2023 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.135 R ISWP JPL6M P 01/15/2023 0.00%
0.148 R ISWP JPL6M P 02/16/2023 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.00%
0.365 R ISWP JPL6M P 01/15/2028 0.00%
0.366 R ISWP JPL6M P 02/16/2028 0.00%
0.976 R ISWP EUR006M P 01/24/2028 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.30 R ISWP FWD SES3M P 12/19/2028 0.00%
1.45 R ISWP FWD GBL6M P 12/19/2023 0.00%
1.863 R ISWP FWD GBL6M P 09/22/2032 0.00%
1.912 R ISWP FWD GBL6M P 01/19/2032 0.00%
2.05 R ISWP FWD NOKOIB6M P 12/19/2023 0.00%
2.35 R ISWP FWD NOKOIB6M P 12/19/2028 0.00%
2.427 R ISWP AUDBB6M P 11/03/2022 0.00%
2.50 R ISWP FWD AUDBB6M P 12/19/2023 0.00%
2.65 R ISWP FWD CDOR03 P 12/19/2023 0.00%
2.90 R ISWP FWD AUDBB6M P 12/19/2028 0.00%
2.90 R ISWP FWD NFIX3MID P 12/19/2028 0.00%
3.051 R ISWP US0003M P 10/02/2023 0.00%
3.11 R ISWP FWD US0003M P 02/27/2028 0.00%
3.1215 R ISWP FWD US0003M P 10/02/2028 0.00%
3.14177 R ISWP US0003M P 09/28/2028 0.00%
3.167 R ISWP FWD US0003M P 10/30/2028 0.00%
3.20 R ISWP FWD US0003M P 12/19/2048 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
7.77 R ISWP MXIBTIIE P 06/26/2023 0.00%
8.005 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.02 R ISWP MXIBTIIE P 06/16/2023 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 10/17/2018 BANKAM 0.00%
AUD/USD 10/17/2018 CSI-FX 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 01/03/2019 GSFX 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.5061 12/11/2038 0.00%
CAD/USD 10/17/2018 BANKAM 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
CHF/USD 12/19/2018 JPMCB 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG 0.00%
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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INR/USD 11/19/2018 GSFX -0.01%
JPY/USD 11/19/2018 CITI -0.01%
JPY/USD 11/19/2018 GSFX -0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC -0.01%
OPTN FN30 3.5 10/04/18 CALL 98.3125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.66796875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.6953125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 98.8515625 JPMC -0.01%
OPTN FN30 3.5 12/06/18 CALL 99.0078125 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.546875 JPMC -0.01%
OPTN FN30 3.5 12/06/18 PUT 97.703125 JPMC -0.01%
SEK/USD 12/19/2018 BANKAM -0.01%
SEK/USD 12/19/2018 BCAP-FX -0.01%
SEK/USD 12/19/2018 CITI -0.01%
SEK/USD 12/19/2018 CSI-FX -0.01%
SEK/USD 12/19/2018 RBSF -0.01%
SEK/USD 12/19/2018 SSBT -0.01%
SEK/USD 12/19/2018 UBS -0.01%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.01%
SWPTN 6WX10Y P 3.16 USD 10/09/2018 JP -0.01%
SWPTN LIABILITY 6MX10Y P 1.98 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.18 GBP 02/11/2019 GS -0.01%
SWPTN LIABILITY 6MX10Y R 1.234 GBP 02/07/2019 GS -0.01%
UKRPI P 3.34 R 02/15/28 -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
UKRPI P 3.4025 R 03/15/28 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.02%
0.66875 R ISWP SES3M P 01/30/2023 -0.02%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.02%
3.10 R ISWP FWD US0003M P 12/19/2028 -0.02%
AUD/USD 10/17/2018 RBSF -0.02%
AUD/USD 10/17/2018 WPAC -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.02%
CPTFEMU P 1.71 R 08/15/37 -0.02%
CPTFEMU P 1.735 R 09/15/37 -0.02%
CPURNSA P 2.19 R 12/06/27 -0.02%
CPURNSA P 2.1939 R 12/21/27 -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.35546875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 CALL 98.51171875 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 97.859375 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.015625 JPMC -0.02%
OPTN FN30 3.5 12/06/18 PUT 98.171875 JPMC -0.02%
SEK/USD 12/19/2018 HSBCB -0.02%
SEK/USD 12/19/2018 JPMCB -0.02%
SWPTN 1MX10Y P 3.167 USD 10/26/2018 CI -0.02%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.02%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.02%
SWPTN 3MX2Y P 3.085 USD 11/30/2018 JP -0.02%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.02%
SWPTN LIABILITY 5YX20Y P 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 5YX20Y R 1.11125 JPY 08/24/2023 BC -0.02%
SWPTN LIABILITY 6MX10Y P 2.034 GBP 02/07/2019 GS -0.02%
USD/CNH CALL 7.20 20190404 GSFX -0.02%
2.74875 R ISWP FWD US0003M P 10/27/2027 -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CPURNSA P 2.085 R 07/03/27 -0.03%
OPTN FN30 3.5 12/06/18 PUT 98.328125 JPMC -0.03%
SWPTN 3MX2Y P 3.005 USD 11/30/2018 JP -0.03%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
1.00 R ISWP FWD EUR006M P 12/19/2028 -0.04%
2.02 R ISWP CDOR03 P 11/02/2022 -0.04%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.04%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CPTFEMU P 1.7138 R 08/15/37 -0.04%
CPURNSA P 2.05 R 07/05/27 -0.04%
OPTN FN30 2.5 10/04/18 PUT 93.16015625 JPMC -0.04%
SWPTN 5WX10Y P 3.13 USD 11/02/2018 GS -0.04%
SWPTN 5WX10Y R 3.13 USD 11/02/2018 GS -0.04%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 5WX10Y P 3.2175 USD 11/02/2018 GS -0.04%
SWPTN LIABILITY 5WX10Y R 3.05 USD 11/02/2018 GS -0.04%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.04%
UKRPI P 3.34 R 03/15/28 -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
NOK/USD 12/19/2018 RBSF -0.05%
SWPTN 1MX10Y R 3.167 USD 10/26/2018 CI -0.05%
SWPTN 1YX5Y P 3.09 USD 06/14/2019 CI -0.05%
SWPTN 3MX4Y R 3.02125 USD 12/12/2018 GS -0.05%
SWPTN 5WX10Y P 3.015 USD 10/12/2018 GS -0.05%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.05%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.05%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.06%
CPTFEMU P 1.71 R 07/15/37 -0.06%
OPTN FN30 3.0 10/04/18 PUT 96.42578125 JPMC -0.06%
SWPTN 1YX2Y P 2.813 USD 01/28/2019 BC -0.06%
2.936 R ISWP US0003M P 09/25/2028 -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.08%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
2.7725 R ISWP FWD US0003M P 03/21/2023 -0.09%
SWPTN 1MX10Y P 2.97 USD 10/05/2018 CI -0.09%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.09%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.09%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.09%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.10%
SWPTN 3MX4Y P 3.02125 USD 12/12/2018 GS -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.11%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.12%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.12%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.14%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.15%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.15%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.15%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
CDX CDX.NA.HY.31 500.0 12/20/2023 -0.21%
FNMA FN30 TBA 04.5000 10/01/2048 -1.40%
FNMA FN30 TBA 03.0000 10/01/2048 -7.32%

Prior top 10 holdings

Top 10 holdings as of 10/31/18
Fnma Fn30 Tba 03.5000 11/01/2048
Fnma Fn30 Tba 03.5000 12/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 12/01/2048
Gnma Gii30 Tba 04.0000 11/01/2048
Fnma Fn30 Tba 05.5000 11/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Provincia De Cordoba Regs 07.4500 09/01/2024
United Mexican States Usd 05.5500 01/21/2045
Cas 2016-C03 2m2 08.1814 10/25/2028
Holdings represent 24.49% of portfolio
Top 10 holdings as of 09/30/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 10/01/2048
Gnma Gii30 Tba 04.0000 10/01/2048
Fnma Fn30 Tba 05.5000 10/01/2048
Cas 2016-C03 2m2 08.1158 10/25/2028
Cas 2015-C04 1m2 07.9158 04/25/2028
Petrobras Global Finance Usd 07.3750 01/17/2027
Petroleos Mexicanos Usd 04.5000 01/23/2026
Cwalt 2006-Oa10 4a1 02.4058 08/25/2046
Holdings represent 25.18% of portfolio
Top 10 holdings as of 08/31/18
Fnma Fn30 Tba 03.5000 10/01/2048
Fnma Fn30 Tba 04.0000 10/01/2048
Gnma Gii30 Tba 04.5000 09/01/2048
Gnma Gii30 Tba 04.0000 09/01/2048
Fnma Fn30 Tba 05.5000 09/01/2048
Cas 2016-C03 2m2 07.9648 10/25/2028
Cas 2015-C04 1m2 07.7648 04/25/2028
Cwalt 2006-Oa10 4a1 02.2548 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Hellenic Republic Regs 03.0000 02/24/2028
Holdings represent 24.26% of portfolio
Top 10 holdings as of 07/31/18
Fnma Fn30 Tba 03.5000 09/01/2048
Fnma Fn30 Tba 04.0000 08/01/2048
Gnma Gii30 Tba 04.5000 08/01/2048
Gnma Gii30 Tba 04.0000 08/01/2048
Fnma Fn30 Tba 05.5000 08/01/2048
Cas 2016-C03 2m2 07.9636 10/25/2028
Cas 2015-C04 1m2 07.7636 04/25/2028
Cwalt 2006-Oa10 4a1 02.2536 08/25/2046
Hellenic Republic Regs 03.0000 02/24/2028
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 23.82% of portfolio

Maturity detail

0 - 1 yr. -2.36%
1 - 5 yrs. 29.42%
5 - 10 yrs. 67.65%
10 - 15 yrs. 2.62%
Over 15 yrs. 2.67%

Quality rating

AAA 42.16%
AA 0.07%
A 1.96%
BBB 8.33%
BB 26.39%
B 18.43%
CCC and Below 8.91%
Not Rated -6.25%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific sector, issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund. The fund’s shares trade on a stock exchange at market prices, which may be lower than the fund’s net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country allocation as of 10/31/18

United States 78.92%
Argentina 3.18%
Brazil 3.08%
Greece 2.87%
Mexico 2.02%
Indonesia 1.58%
Canada 1.56%
Russia 0.80%
Luxembourg 0.72%
 
Other
5.27%
Bermuda 0.71%
Dominican Republic 0.62%
Netherlands 0.58%
United Kingdom 0.56%
Ivory Coast 0.49%
Egypt 0.48%
Ireland 0.31%
Venezuela 0.26%
France 0.25%
Switzerland 0.20%
Jamaica 0.16%
Germany 0.14%
Cayman Islands 0.12%
El Salvador 0.11%
Senegal 0.10%
Hong Kong 0.09%
European Community 0.08%
Spain 0.04%
Sweden 0.04%
Italy 0.03%
Israel 0.02%
Norway 0.02%
India 0.01%
South Africa 0.01%
Japan -0.02%
New Zealand -0.03%
Australia -0.11%

†The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific sector, issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund. The fund’s shares trade on a stock exchange at market prices, which may be lower than the fund’s net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.